-79.7%
SNAP vs FLR
-11.8%
-68.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.9% | -3.3% |
| 7D | -7.1% | -0.8% | -6.3% | -6.9% |
| 30D | -14.6% | -9.1% | -5.5% | -12.9% |
| 3M | -5.0% | -4.7% | -0.3% | -4.6% |
| 6M | -18.8% | -14.2% | -4.6% | -17.5% |
| YTD | -38.5% | +17.3% | -55.8% | -41.7% |
| 1Y | -38.1% | +4.3% | -42.3% | -39.8% |
| 3Y | -53.8% | +30.7% | -84.5% | -58.8% |
| 5Y | -90.7% | +101.3% | -192.0% | -92.4% |
| All | -79.7% | -11.8% | -68.0% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling